DOI

We prove two Large Deviation Principles (LDP) in the zone of moderate deviation probabilities. First we establish the LDP for conditional distributions of moderate deviations of empirical bootstrap measures given an empirical probability measure. Then we establish the LDP for the joint distributions of an empirical measure and a bootstrap empirical measure. Using these LDPs, similar LDPs for differentiable statistical functionals can be established. The LDPs for moderate deviations of an empirical quantile process and an empirical bootstrap copula function are provided as illustrations of these results. Bibliography: 28 titles.

Язык оригиналаанглийский
Страницы (с-по)90-115
Число страниц26
ЖурналJournal of Mathematical Sciences (United States)
Том204
Номер выпуска1
DOI
СостояниеОпубликовано - 2015

    Предметные области Scopus

  • Теория вероятности и статистика
  • Математика (все)
  • Прикладная математика

ID: 71601827